Dr Dan Ladley

Senior Lecturer in FinanceDr Dan Ladley

Contact Details

  • Tel: 0116 252 5285
  • Email: dl110@le.ac.uk
  • Office: AC213
  • Office Hours: Monday 15:00 - 16:00 and Friday 14:00 - 15:00

Biography

Personal Page

Research Interests

  • Market Microstructure
  • Banking and Systematic Risk
  • Computational, Numerical and Agent-based techniques

Research papers can be downloaded via RePEc.

PhD Supervision

I am willing to supervise students in the area of market microstructure or banking theory using a numerical or computational approach

Current PhD Students

Teaching

Administrative Responsibilities

  • GARP Co-ordinator
  • Chair of the Postgraduate Finance Syllabus Sub-committee

Most Recent Publications

  • Costs and benefits of financial regulation: Short-selling bans and transaction taxes (with T. Lensberg and K. R. Schenk-Hoppé), Journal of Banking and Finance, forthcoming.
  • The simplicity of optimal trading in order book markets (with P Pellizzari), in Nonlinear Economic Dynamics and Financial Modelling: Essays in Honour of Carl Chiarella (Eds. R. Dieci, X.-H. He and C. Hommes), pp 183-199.
  • Heterogeneous Beliefs in Over-The-Counter Markets (with M. De Kamps, and A. Simaitis), Journal of Economic Dynamics and Control, 2014, 41, pp. 50-68.
  •  Contagion and risk sharing on the interbank market, Journal of Economic Dynamics and Control, 2013, 37 (7), 1384-1400.
  • Zero Intelligence in Economics and Finance, The Knowledge Engineering Review - Special Issue on Agent Based Computational Economics, 2012, 27(2), 273-286.
  • Do stylised facts of order book markets need strategic behaviour? (with K. R. Schenk-Hoppé), Journal of Economic Dynamics and Control, 2009, 33(4), 817-831.
  • The Strategic Exploitation of Limited Information and Opportunity in Networked Markets (with S. Bullock), Computational Economics, 2008, 32(3), 295-315.

Full listing of publications

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